+332.0%
PBJ vs SPY
+833.4%
-501.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +1.3% | +2.0% | -0.7% | -0.2% |
| 6M | -2.3% | +13.0% | -15.3% | -10.0% |
| YTD | +7.5% | +13.5% | -6.0% | -1.4% |
| 1Y | +2.2% | +20.0% | -17.8% | -9.6% |
| 3Y | +13.4% | +77.2% | -63.8% | -22.9% |
| 5Y | +20.6% | +81.9% | -61.3% | -20.6% |
| 10Y | +60.6% | +314.1% | -253.5% | -40.1% |
| All | +332.0% | +833.4% | -501.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling